Market Risk Manager

Are you keen in developing methodologies and models for market risk management?

Are you an expert in market risk modelling techniques and the regulatory environment?

We have a fruitful opportunity for you – Marketing Risk Manager.

Careers at TCS: It means more

TCS is a purpose-led transformation company, built on belief. We don’t just help businesses to transform through technology. We support our clients in making a meaningful difference to the people and communities they serve. For you, it means more opportunities to make an impact that matters, through challenging projects, exposure to leading clients and latest technologies, and cutting-edge innovation.

Shape the future of TCS.
Deliver excellent performance and results with game-changing ideas.
Gain access to endless learning opportunities through exposure to innovative technology.
The Role

As a Market Risk Manager, you’ll support the development of market risk models for the trading book within commercial banking, including Value at Risk (VaR) and the transition journey. Your main responsibilities will have following scopes:

Model Development: Develop methodologies and models which are used for internal market risk management and capital calculations. Test the implementation, ensure it is aligned with regulatory requirements and supervise the efficiency to identify areas for improvement.
Time Series Market Data: Take the ownership of implementation of backfilling methodologies, improvement of available market data and the continuous review of data quality to identify any data cleansing requirements.
Strategy and Governance: Identify and lead forward-looking improvements to ensure model performance continues to be strong. Monitor the analysis of outputs, participate in internal change initiatives, and stay up to date in wider industry initiatives and practices.
Stakeholder Management: Support and engage with relevant stakeholders, provide support for enabling the understanding of risk and capital related challenges, communicate at all levels and across functions to ensure cross functional projects and initiates and planned and implemented as appropriate.